Indices

Eurekahedge Volatility Indexes at a Glance

EQUAL WEIGHTED HEDGE FUND INDICES

ASSET WEIGHTED HEDGE FUND INDICES

SPECIALIST ALTERNATIVE FUND INDICES

INVESTIBLE BENCHMARK INDICES

METHODOLOGIES

INDEX PRESS RELEASES

The Eurekahedge Volatility Indexes is a suite of 4 indices developed by Eurekahedge. With a total of 33 constituents, these indices aim to carefully measure, the performances of hedge funds investing in volatility and thus, provide a new benchmark in the alternative investment industry to help professionals comparing their returns with their peers. More information on the Eurekahedge Volatility Indexes can be found in the press release and index methodology.

Eurekahedge Volatility Indexes at a Glance
Bloomberg Ticker Search: Search
Index Sep 24 (Est) Aug 24 YTD 2023 Ann. Return No. of constituents*
Eurekahedge Relative Value Volatility Hedge Fund Index 0.66 -1.01 1.80 6.59 6.53 10
Eurekahedge Long Volatility Hedge Fund Index 1.96 0.62 1.14 -6.38 3.32 10
Eurekahedge Short Volatility Hedge Fund Index 0.53 -0.44 -0.81 6.28 6.87 7
Eurekahedge Tail Risk Hedge Fund Index 0.88 -0.12 -0.19 -5.21 -2.91 11
* Comprises funds that have reported August 2024 returns as at 30 October 2024
Eurekahedge Volatility Indexes in the News
Hedge funds down 1.12% in November: Eurekahedge – Opalesque 15 Dec 2021
Long volatility strategies: Hedge funds vs DIY – ETF Stream 21 Oct 2021
Against the herd: trader Mark Spitznagel on contrarian investing – Financial Times 20 Oct 2021
Analyzing 60/40 portfolios without bonds – All About Alpha 3 May 2021
Waystone Explores Negatively Correlated Strategies - Waystone 4 Mar 2021
The father of the fear gauge on volatility trading - CMC Markets 23 Oct 2020
CBOE Eurekahedge Tail Risk Hedge Fund Index - A costly downside hedge - Disciplined Systematic Global Macro Views 2 Oct 2020
Volatility Hedge Funds Have Been This Year's Big Winners - Benzinga 11 Sep 2020
You Don't Have To Use Options To Hedge Equity Market Tail Risk - AlphaWeek 1 Sep 2020
The Eurekahedge Hedge Fund Index gained 1.38% in June - ValueWalk Premium 15 Jul 2020
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